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Yacine Aït-Sahalia
Identifiers
Open Library
OL6443873A
Top Subjects
Econometrics (3)
Diffusion processes (2)
Interest rates -- Econometric models (1)
Capital assets pricing model (1)
Investments -- Econometric models (1)
Interest rates -- Mathematical models (1)
Derivative securities -- Mathematical models (1)
Books by Yacine Aït-Sahalia
Total count: 15
Testing continuous-time models of the spot interest rate
National Bureau of Economic Research
1995-01-01
Nonparametric estimation of state-price densities implicit in financial asset prices
National Bureau of Economic Research
1995-01-01
Nonparametric pricing of interest rate derivative securities
National Bureau of Economic Research
1995-01-01
Dynamic equilibrium and volatility in financial asset markets
National Bureau of Economic Research
1996-01-01
Nonparametric risk management and implied risk aversion
National Bureau of Economic Research
1997-01-01
Luxury goods and the equity premium
National Bureau of Economic Research
2001-01-01
Telling from discrete data whether the underlying continuous-time model is a diffusion
National Bureau of Economic Research
2001-01-01
Variable selection for portfolio choice
National Bureau of Economic Research
2001-01-01
Nonparametric option pricing under shape restrictions
National Bureau of Economic Research
2002-01-01
Closed-form likelihood expansions for multivariate diffusions
National Bureau of Economic Research
2002-01-01
Handbook of financial econometrics
North-Holland, an imprint of Elsevier
2009-01-01
Handbook of financial econometrics
Applications
North-Holland/Elsevier
2010-01-01
Handbook of financial econometrics tools and techniques
North-Holland/Elsevier
2010-01-01
The leverage effect puzzle
disentangling sources of bias at high frequency
National Bureau of Economic Research
2011-01-01
High-Frequency Financial Econometrics
Princeton University Press
2014-01-01
